๐Ÿ“Š ์„ฑ๊ณผ์ง€ํ‘œ ์š”์•ฝ

CAGR ๋ˆ„์ ์ˆ˜์ต๋ฅ  ์—ฐ๊ฐ„๋ณ€๋™์„ฑ ์ƒคํ”„๋น„์œจ ์ตœ๋Œ€๋‚™ํญ ์นผ๋งˆ๋น„์œจ
Magic Formula_์ •์ƒ๊ธฐ์—… 36.77% 3048.95% 1.805718 0.203604 -0.097697 3.763198
Magic Formula_์ „์ฒด๊ธฐ์—… 36.65% 3019.4% 1.805517 0.202978 -0.097697 3.751207
EV/EBITDA_์ •์ƒ๊ธฐ์—… 5.68% 179.49% 0.230575 0.246545 -0.197499 0.287835
EV/EBITDA_์ „์ฒด๊ธฐ์—… 5.68% 179.49% 0.230575 0.246545 -0.197499 0.287835
Momentum 12m_์ •์ƒ๊ธฐ์—… 40.35% 5218.07% 0.419219 0.962590 -0.087152 4.630248
Momentum 12m_์ „์ฒด๊ธฐ์—… 40.58% 5311.91% 0.411447 0.986203 -0.016939 23.954145
F-score_์ •์ƒ๊ธฐ์—… 2.93% 24.19% 0.159094 0.184144 -0.161530 0.181367
F-score_์ „์ฒด๊ธฐ์—… 2.93% 24.19% 0.159094 0.184144 -0.161530 0.181367
QMJ_์ •์ƒ๊ธฐ์—… 7.41% 128.96% 0.157910 0.469280 -0.051635 1.435154
QMJ_์ „์ฒด๊ธฐ์—… 7.5% 131.15% 0.157145 0.477478 -0.051635 1.453156
LowVol_์ •์ƒ๊ธฐ์—… 7.06% 111.79% 0.261113 0.270379 -0.036103 1.955475
LowVol_์ „์ฒด๊ธฐ์—… 7.06% 111.79% 0.261113 0.270379 -0.036103 1.955475
FF3 Strategy_์ •์ƒ๊ธฐ์—… 0.41% 11.4% 0.195051 0.021240 -0.298020 0.013901
FF3 Strategy_์ „์ฒด๊ธฐ์—… 4.98% 78.49% 0.205245 0.242731 -0.126469 0.393927

๐Ÿ” ์ •์ƒ๊ธฐ์—… vs ์ „์ฒด๊ธฐ์—… ์„ฑ๊ณผ ๋น„๊ต

์ „๋žต ์ •์ƒ๊ธฐ์—…_CAGR(%) ์ „์ฒด๊ธฐ์—…_CAGR(%) CAGR_์ฐจ์ด ์ •์ƒ๊ธฐ์—…_์ƒคํ”„ ์ „์ฒด๊ธฐ์—…_์ƒคํ”„ ์ƒคํ”„_์ฐจ์ด
Magic Formula 36.77% 36.65% +0.12%p 0.204 0.203 +0.001
EV/EBITDA 5.68% 5.68% +0.00%p 0.247 0.247 +0.000
Momentum 12m 40.35% 40.58% -0.22%p 0.963 0.986 -0.024
F-score 2.93% 2.93% +0.00%p 0.184 0.184 +0.000
QMJ 7.41% 7.50% -0.09%p 0.469 0.477 -0.008
LowVol 7.06% 7.06% +0.00%p 0.270 0.270 +0.000
FF3 Strategy 0.41% 4.98% -4.57%p 0.021 0.243 -0.221